I can't remember the solution. Everything is in the walkthroughs...it could be either a bug or you forgot something. It's important to talk to different people even if you already have an item you need for example. Go to the rat and talk to him...go to the guard and talk to him. Go to all NPCs in the town...talk to the merchant.

Skyrim Skyrim Skyrim. Sometimes this game is just crazy...I was in the middle of nowhere, could barely see because of heavy snowfall...just to meet a bard who sang a tune for 25 gold...then he slowly disappeared in the snow...I followed him and found him playing his flute alone in the snow. LOL